+40.4%
PL vs RVTY
+17.4%
+23.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | +22.3% | +4.1% | +18.1% | +20.2% |
| 30D | -8.3% | +1.3% | -9.6% | -8.3% |
| 3M | -43.3% | +33.3% | -76.5% | -50.5% |
| 6M | -65.8% | +58.3% | -124.1% | -72.8% |
| YTD | -29.5% | +62.7% | -92.2% | -45.5% |
| 1Y | +11.7% | +67.2% | -55.5% | -15.1% |
| 3Y | +540.6% | +87.3% | +453.2% | +359.4% |
| 5Y | +32.9% | -13.4% | +46.3% | +30.6% |
| All | +40.4% | +17.4% | +23.0% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling